Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,536.50 |
4,513.00 |
-23.50 |
-0.5% |
4,568.50 |
High |
4,539.00 |
4,530.25 |
-8.75 |
-0.2% |
4,580.75 |
Low |
4,507.25 |
4,495.00 |
-12.25 |
-0.3% |
4,483.25 |
Close |
4,513.75 |
4,517.50 |
3.75 |
0.1% |
4,511.25 |
Range |
31.75 |
35.25 |
3.50 |
11.0% |
97.50 |
ATR |
46.59 |
45.78 |
-0.81 |
-1.7% |
0.00 |
Volume |
1,870,977 |
1,773,153 |
-97,824 |
-5.2% |
1,160,907 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,620.00 |
4,604.00 |
4,537.00 |
|
R3 |
4,584.75 |
4,568.75 |
4,527.25 |
|
R2 |
4,549.50 |
4,549.50 |
4,524.00 |
|
R1 |
4,533.50 |
4,533.50 |
4,520.75 |
4,541.50 |
PP |
4,514.25 |
4,514.25 |
4,514.25 |
4,518.25 |
S1 |
4,498.25 |
4,498.25 |
4,514.25 |
4,506.25 |
S2 |
4,479.00 |
4,479.00 |
4,511.00 |
|
S3 |
4,443.75 |
4,463.00 |
4,507.75 |
|
S4 |
4,408.50 |
4,427.75 |
4,498.00 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.50 |
4,762.00 |
4,565.00 |
|
R3 |
4,720.00 |
4,664.50 |
4,538.00 |
|
R2 |
4,622.50 |
4,622.50 |
4,529.00 |
|
R1 |
4,567.00 |
4,567.00 |
4,520.25 |
4,546.00 |
PP |
4,525.00 |
4,525.00 |
4,525.00 |
4,514.50 |
S1 |
4,469.50 |
4,469.50 |
4,502.25 |
4,448.50 |
S2 |
4,427.50 |
4,427.50 |
4,493.50 |
|
S3 |
4,330.00 |
4,372.00 |
4,484.50 |
|
S4 |
4,232.50 |
4,274.50 |
4,457.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,543.50 |
4,483.25 |
60.25 |
1.3% |
34.75 |
0.8% |
57% |
False |
False |
1,354,345 |
10 |
4,597.50 |
4,483.25 |
114.25 |
2.5% |
36.50 |
0.8% |
30% |
False |
False |
689,550 |
20 |
4,597.50 |
4,397.75 |
199.75 |
4.4% |
48.75 |
1.1% |
60% |
False |
False |
347,752 |
40 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
47.75 |
1.1% |
42% |
False |
False |
175,555 |
60 |
4,685.50 |
4,397.75 |
287.75 |
6.4% |
45.25 |
1.0% |
42% |
False |
False |
117,599 |
80 |
4,685.50 |
4,194.75 |
490.75 |
10.9% |
45.75 |
1.0% |
66% |
False |
False |
88,473 |
100 |
4,685.50 |
4,131.00 |
554.50 |
12.3% |
46.00 |
1.0% |
70% |
False |
False |
70,832 |
120 |
4,685.50 |
4,000.50 |
685.00 |
15.2% |
44.50 |
1.0% |
75% |
False |
False |
59,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,680.00 |
2.618 |
4,622.50 |
1.618 |
4,587.25 |
1.000 |
4,565.50 |
0.618 |
4,552.00 |
HIGH |
4,530.25 |
0.618 |
4,516.75 |
0.500 |
4,512.50 |
0.382 |
4,508.50 |
LOW |
4,495.00 |
0.618 |
4,473.25 |
1.000 |
4,459.75 |
1.618 |
4,438.00 |
2.618 |
4,402.75 |
4.250 |
4,345.25 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,516.00 |
4,519.25 |
PP |
4,514.25 |
4,518.75 |
S1 |
4,512.50 |
4,518.00 |
|